If you create a Tile Palette asset while using the new Prefab system, you'll receive this warning:

GridPalette subasset not found from: Assets/New Palette.prefab
UnityEngine.GUIUtility:ProcessEvent(Int32, IntPtr)

If you then select the Tile Palette asset in Project View you'll get a NullRef exception:

NullReferenceException: Object reference not set to an instance of an object
UnityEditor.GridPaintPaletteWindow.OnSelectionChange () (at C:/buildslave/unity/build/Modules/TilemapEditor/Editor/Managed/Grid/GridPaintPaletteWindow.cs:315)
System.Reflection.MonoMethod.Invoke (System.Object obj, BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) (at /Users/builduser/buildslave/mono/build/mcs/class/corlib/System.Reflection/MonoMethod.cs:222)
Rethrow as TargetInvocationException: Exception has been thrown by the target of an invocation.
System.Reflection.MonoMethod.Invoke (System.Object obj, BindingFlags invokeAttr, System.Reflection.Binder binder, System.Object[] parameters, System.Globalization.CultureInfo culture) (at /Users/builduser/buildslave/mono/build/mcs/class/corlib/System.Reflection/MonoMethod.cs:232)
System.Reflection.MethodBase.Invoke (System.Object obj, System.Object[] parameters) (at /Users/builduser/buildslave/mono/build/mcs/class/corlib/System.Reflection/MethodBase.cs:115)
UnityEditor.HostView.Invoke (System.String methodName, System.Object obj) (at C:/buildslave/unity/build/Editor/Mono/HostView.cs:293)
UnityEditor.HostView.Invoke (System.String methodName) (at C:/buildslave/unity/build/Editor/Mono/HostView.cs:287)
UnityEditor.HostView.OnSelectionChange () (at C:/buildslave/unity/build/Editor/Mono/HostView.cs:165)

1. Install Unity
2. Open the attached project
3. Open the Tile Palette window
4. Create and save a new Tile Palette asset
5. Go to Project View and select the Tile Palette asset

Result:
Warning when creating the asset and then a nullref when selecting it in the Project view.

Expected Result:
The asset should be created without warnings and should not produce exceptions when selected in Project view